Seasonality GOLD 20 years

calculation: arith
plot_real_quotes: False
pad: 120
calculation_segments: zigzag_rdp
use_calculation_segments: rdp
use_sg: False
history seasonal curves

window_years	season_year	plot_year	corr	hit_rate_returns	hit_rate_segments	avg_real	ratio_total	ratio_segments
20	2009	2010	0.848375	0.509960	0.444444	0.028457	2.79	2.30
20	2010	2011	0.519471	0.466135	0.428571	0.015622	0.94	0.94
20	2011	2012	0.335673	0.504000	0.571429	0.006294	0.33	0.33
20	2012	2013	-0.805645	0.517928	0.222222	-0.032477	-1.92	-2.11
20	2013	2014	-0.735996	0.529880	0.428571	-0.007637	-0.29	-0.44
20	2014	2015	-0.701823	0.513944	0.428571	-0.014525	-0.90	-0.89
20	2015	2016	-0.055935	0.500000	0.285714	0.009878	0.66	0.63
20	2016	2017	0.621813	0.496000	0.714286	0.016725	1.07	1.11
20	2017	2018	-0.645031	0.504000	0.285714	-0.003753	-0.18	-0.18
20	2018	2019	0.720009	0.466135	0.714286	0.025904	1.25	1.29
20	2019	2020	0.748958	0.468254	0.533333	0.013134	1.47	1.19
20	2020	2021	-0.154518	0.513944	0.636364	-0.005074	-0.32	-0.32
20	2021	2022	-0.639607	0.520000	0.428571	0.001868	0.07	0.08
20	2022	2023	0.358116	0.538153	0.666667	0.015962	0.78	1.04
20	2023	2024	0.915433	0.496000	0.428571	0.038609	1.81	1.75
20	2024	2025	0.932915	0.522088	0.714286	0.083468	3.67	3.90
20	2025	2026	0.314324	0.419355	1.000000	0.079702	0.39	0.97

seasonal

compare

key_figures

Segmente

Plot

2009

2010

Corr: 0.8484

Hit Rate Returns: 0.5100

Hit Rate Segments: 0.4444

Avg Real: 0.0285

Type	Start	End	Season	Real	OK
L	01-01	02-04	0.074	-0.051	✘
H	02-04	09-14	-0.014	0.183	✘
L	09-14	09-30	0.055	0.036	✔
H	09-30	11-01	-0.024	0.038	✘
L	11-01	11-24	0.043	0.021	✔
H	11-24	12-09	-0.016	0.011	✘
L	12-09	12-31	0.054	0.029	✔

2010

2011

Corr: 0.5195

Hit Rate Returns: 0.4661

Hit Rate Segments: 0.4286

Avg Real: 0.0156

Type	Start	End	Season	Real	OK
L	01-01	02-04	0.070	-0.046	✘
L	02-04	09-13	0.003	0.343	✔
L	09-13	10-08	0.063	-0.138	✘
H	10-08	11-01	-0.029	0.031	✘
L	11-01	11-24	0.044	-0.018	✘
L	11-24	12-31	0.034	-0.082	✘

2011

2012

Corr: 0.3357

Hit Rate Returns: 0.5040

Hit Rate Segments: 0.5714

Avg Real: 0.0063

Type	Start	End	Season	Real	OK
L	01-01	05-23	0.106	-0.027	✘
H	05-23	06-13	-0.028	0.036	✘
L	06-13	08-24	0.014	0.032	✔
L	08-24	10-08	0.061	0.065	✔
H	10-08	11-01	-0.026	-0.038	✔
L	11-01	11-24	0.039	0.024	✔
L	11-24	12-31	0.056	-0.046	✘

2012

2013

Corr: -0.8056

Hit Rate Returns: 0.5179

Hit Rate Segments: 0.2222

Avg Real: -0.0325

Type	Start	End	Season	Real	OK
L	01-01	03-01	0.090	-0.066	✘
L	03-01	08-24	0.013	-0.106	✘
L	08-24	10-08	0.066	-0.051	✘
H	10-08	10-24	-0.030	0.017	✘
L	10-24	11-24	0.048	-0.061	✘
H	11-24	12-14	-0.017	-0.009	✔
L	12-14	12-31	0.076	-0.021	✘

2013

2014

Corr: -0.7360

Hit Rate Returns: 0.5299

Hit Rate Segments: 0.4286

Avg Real: -0.0076

Type	Start	End	Season	Real	OK
L	01-01	02-28	0.078	0.083	✔
H	02-28	07-08	-0.025	-0.006	✔
L	07-08	09-14	0.037	-0.074	✘
L	09-14	10-08	0.051	-0.009	✘
H	10-08	10-24	-0.029	0.008	✘
L	10-24	12-31	0.087	-0.039	✘

2014

2015

Corr: -0.7018

Hit Rate Returns: 0.5139

Hit Rate Segments: 0.4286

Avg Real: -0.0145

Type	Start	End	Season	Real	OK
L	01-01	01-07	0.030	0.018	✔
L	01-07	03-01	0.055	0.002	✔
H	03-01	08-01	-0.018	-0.094	✔
L	08-01	09-14	0.023	0.019	✔
L	09-14	10-08	0.052	0.025	✔
H	10-08	11-01	-0.026	0.003	✘
L	11-01	12-31	0.091	-0.061	✘

2015

2016

Corr: -0.0559

Hit Rate Returns: 0.5000

Hit Rate Segments: 0.2857

Avg Real: 0.0099

Type	Start	End	Season	Real	OK
L	01-01	03-01	0.070	0.147	✔
H	03-01	08-01	-0.028	0.113	✘
L	08-01	09-14	0.024	-0.028	✘
L	09-14	10-08	0.053	-0.062	✘
H	10-08	11-01	-0.026	0.026	✘
L	11-01	12-31	0.092	-0.127	✘

2016

2017

Corr: 0.6218

Hit Rate Returns: 0.4960

Hit Rate Segments: 0.7143

Avg Real: 0.0167

Type	Start	End	Season	Real	OK
L	01-01	03-01	0.080	0.078	✔
H	03-01	08-05	-0.020	0.008	✘
L	08-05	10-08	0.072	0.016	✔
H	10-08	12-20	-0.019	-0.016	✔
L	12-20	12-31	0.090	0.032	✔

2017

2018

Corr: -0.6450

Hit Rate Returns: 0.5040

Hit Rate Segments: 0.2857

Avg Real: -0.0038

Type	Start	End	Season	Real	OK
L	01-01	02-26	0.090	0.011	✔
H	02-26	08-05	-0.009	-0.091	✔
L	08-05	09-15	0.028	-0.010	✘
L	09-15	09-28	0.038	-0.007	✘
H	09-28	12-23	-0.000	0.049	✘
L	12-23	12-31	0.092	0.011	✔

2018

2019

Corr: 0.7200

Hit Rate Returns: 0.4661

Hit Rate Segments: 0.7143

Avg Real: 0.0259

Type	Start	End	Season	Real	OK
L	01-01	02-26	0.089	0.034	✔
H	02-26	08-05	-0.014	0.105	✘
L	08-05	09-15	0.025	0.019	✔
L	09-15	09-28	0.036	-0.001	✘
L	09-28	12-20	0.006	0.004	✔
L	12-20	12-31	0.102	0.031	✔

2019

2020

Corr: 0.7490

Hit Rate Returns: 0.4683

Hit Rate Segments: 0.5333

Avg Real: 0.0131

Type	Start	End	Season	Real	OK
L	01-01	02-26	0.091	0.073	✔
H	02-26	07-08	-0.004	0.111	✘
L	07-08	09-14	0.034	0.096	✔
L	09-14	09-22	0.031	-0.037	✘
L	09-22	12-15	0.005	-0.030	✘
L	12-15	12-31	0.110	0.028	✔

2020

2021

Corr: -0.1545

Hit Rate Returns: 0.5139

Hit Rate Segments: 0.6364

Avg Real: -0.0051

Type	Start	End	Season	Real	OK
L	01-01	02-26	0.096	-0.107	✘
H	02-26	03-14	-0.022	-0.004	✔
L	03-14	05-23	0.039	0.076	✔
H	05-23	06-28	-0.014	-0.053	✔
L	06-28	09-22	0.076	-0.005	✘
L	09-22	12-22	0.005	0.018	✔
L	12-22	12-31	0.113	0.013	✔

2021

2022

Corr: -0.6396

Hit Rate Returns: 0.5200

Hit Rate Segments: 0.4286

Avg Real: 0.0019

Type	Start	End	Season	Real	OK
L	01-01	02-24	0.097	0.057	✔
H	02-24	03-14	-0.024	0.027	✘
L	03-14	06-28	0.024	-0.073	✘
L	06-28	09-06	0.067	-0.066	✘
L	09-06	12-15	0.005	0.042	✔
L	12-15	12-31	0.117	0.027	✔

2022

2023

Corr: 0.3581

Hit Rate Returns: 0.5382

Hit Rate Segments: 0.6667

Avg Real: 0.0160

Type	Start	End	Season	Real	OK
L	01-01	02-24	0.099	-0.016	✘
H	02-24	03-14	-0.022	0.050	✘
L	03-14	06-28	0.009	0.003	✔
L	06-28	09-06	0.059	0.005	✔
L	09-06	12-22	0.007	0.074	✔
L	12-22	12-31	0.115	0.005	✔

2023

2024

Corr: 0.9154

Hit Rate Returns: 0.4960

Hit Rate Segments: 0.4286

Avg Real: 0.0386

Type	Start	End	Season	Real	OK
L	01-01	02-23	0.095	-0.011	✘
H	02-23	06-28	-0.005	0.141	✘
L	06-28	09-06	0.052	0.078	✔
H	09-06	10-04	-0.019	0.081	✘
L	10-04	12-03	0.045	-0.005	✘
H	12-03	12-15	-0.023	0.002	✘
L	12-15	12-31	0.113	-0.013	✘

2024

2025

Corr: 0.9329

Hit Rate Returns: 0.5221

Hit Rate Segments: 0.7143

Avg Real: 0.0835

Type	Start	End	Season	Real	OK
L	01-01	01-25	0.065	0.042	✔
L	01-25	04-11	0.053	0.186	✔
H	04-11	06-28	-0.015	0.012	✘
L	06-28	09-06	0.059	0.109	✔
L	09-06	12-19	0.004	0.266	✔
L	12-19	12-31	0.113	-0.008	✘

2025

2026

Corr: 0.3143

Hit Rate Returns: 0.4194

Hit Rate Segments: 1.0000

Avg Real: 0.0797

Type	Start	End	Season	Real	OK
L	01-01	01-25	0.071	0.151	✔
L	01-25	04-11	0.065	-0.077	✘